Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2408481.2049 | -4025.5503 | -2404455.6547 | -4046522.7066 | -25295888.7892 | 21249366.0826 |
Total P&L (%) | -2408.4812 | -4.0256 | -2404.4557 | -4046.5227 | -25295.8888 | 21249.3661 |
Avg Daily Profit (%) | -1.2983 | -0.0022 | -1.2961 | 0 | 0 | 0.2895 |
Buy And Hold Return (%) | 5245.3646 | 5245.3646 | 5245.3646 | 5245.3646 | 5245.3646 | 5245.3646 |
Max Trade Drawdown | -2527167 | -125836 | -2465988 | -34464350 | -28714619 | -13562842 |
Profit Factor | 0.1741 | 0.9846 | 0.0941 | 0.9272 | 0.2661 | 2.0075 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 60 | 29 | 31 | 43 | 18 | 25 |
Losing Trades | 29 | 16 | 13 | 46 | 27 | 19 |
Profitability (%) | 67.4157 | 64.4444 | 70.4545 | 48.3146 | 40 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.0841 | 0.5432 | 0.0395 | 0.9919 | 0.3992 | 1.5257 |
Largest Winning Trade | 21419 | 20656 | 21419 | 20665556 | 2783467 | 20665556 |
Largest Losing Trade | -1556566 | -62458 | -1556566 | -12362610 | -12362610 | -9438061 |
Avg Bars in Trades | 242 | 240 | 243 | 242 | 240 | 243 |
Avg Bars in Winners | 99 | 127 | 73 | 193 | 184 | 198 |
Avg Bars in Losers | 537 | 446 | 650 | 288 | 278 | 303 |
Bars Traded | 21567 | 10832 | 10735 | 21567 | 10832 | 10735 |
Profit Streak | 37.9708 | 146.9708 | 0 | 0 | 0 | 88.8874 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577459 | -577457 | -578068 | -581195 | -584600 | 429896 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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